In [4]:
#%matplotlib inline
#terminal_output = open('/dev/stdout', 'w')
#print('xxx', file=terminal_output)
from IPython.display import Javascript
from nbconvert import HTMLExporter
import time

def save_notebook():
    display(
        Javascript("IPython.notebook.save_notebook()"),
        include=['application/javascript']
    )

def output_HTML(read_file, output_file):
    import codecs
    import nbformat
    exporter = HTMLExporter()
    # read_file is '.ipynb', output_file is '.html'
    output_notebook = nbformat.read(read_file, as_version=4)
    output, resources = exporter.from_notebook_node(output_notebook)
    codecs.open(output_file, 'w', encoding='utf-8').write(output)

%run -i 'backtest.py'

save_notebook()
time.sleep(3)
current_file = 'regression.ipynb'
output_file = 'output_file.html'
output_HTML(current_file, output_file)
                                               factor_1                 sector
date                      asset                                               
2014-01-06 00:00:00+00:00 Equity(0 [A])           653.0          Capital Goods
                          Equity(2 [AAL])        3075.0         Transportation
                          Equity(3 [AAMC])       2271.0                Finance
                          Equity(4 [AAN])         687.0             Technology
                          Equity(5 [AAOI])       2206.0             Technology
                          Equity(6 [AAON])       1478.0          Capital Goods
                          Equity(7 [AAP])         872.0      Consumer Services
                          Equity(8 [AAPL])       2548.0             Technology
                          Equity(9 [AAT])        1668.0      Consumer Services
                          Equity(10 [AAWW])       383.0         Transportation
                          Equity(11 [ABAX])       245.0          Capital Goods
                          Equity(12 [ABBV])      1181.0            Health Care
                          Equity(13 [ABC])       2790.0            Health Care
                          Equity(14 [ABCB])      1487.0                Finance
                          Equity(15 [ABCO])      2056.0                    NaN
                          Equity(16 [ABFS])      2634.0                    NaN
                          Equity(17 [ABG])       1679.0      Consumer Durables
                          Equity(18 [ABM])       1148.0                Finance
                          Equity(19 [ABMD])      2435.0            Health Care
                          Equity(20 [ABT])       1113.0            Health Care
                          Equity(21 [ACAD])      2400.0            Health Care
                          Equity(22 [ACAS])      1019.0                    NaN
                          Equity(23 [ACAT])      1051.0                    NaN
                          Equity(24 [ACC])        610.0      Consumer Services
                          Equity(25 [ACCL])       189.0                    NaN
                          Equity(26 [ACCO])       392.0      Consumer Durables
                          Equity(27 [ACE])       2372.0                    NaN
                          Equity(28 [ACET])      2240.0            Health Care
                          Equity(29 [ACFN])       211.0                    NaN
                          Equity(30 [ACGL])      3012.0                Finance
...                                                 ...                    ...
2017-12-29 00:00:00+00:00 Equity(3157 [XOMA])    1273.0            Health Care
                          Equity(3158 [XON])     1619.0            Health Care
                          Equity(3159 [XONE])    2262.0          Capital Goods
                          Equity(3161 [XOXO])    1725.0      Consumer Services
                          Equity(3162 [XPO])      228.0      Consumer Services
                          Equity(3163 [XRAY])    1765.0            Health Care
                          Equity(3164 [XRM])      393.0       Basic Industries
                          Equity(3165 [XRX])      714.0             Technology
                          Equity(3167 [XXII])    1431.0  Consumer Non-Durables
                          Equity(3168 [XYL])     1926.0          Capital Goods
                          Equity(3169 [Y])        263.0                Finance
                          Equity(3171 [YELP])    2108.0      Consumer Services
                          Equity(3173 [YORW])    1821.0       Public Utilities
                          Equity(3174 [YRCW])     124.0         Transportation
                          Equity(3175 [YUM])      782.0      Consumer Services
                          Equity(3176 [YUME])    1779.0                    NaN
                          Equity(3177 [Z])       1302.0          Miscellaneous
                          Equity(3178 [ZAGG])    2265.0      Consumer Services
                          Equity(3180 [ZBH])      547.0            Health Care
                          Equity(3181 [ZBRA])    2128.0             Technology
                          Equity(3182 [ZEN])     2168.0             Technology
                          Equity(3184 [ZEUS])     298.0       Basic Industries
                          Equity(3185 [ZGNX])    1533.0            Health Care
                          Equity(3188 [ZION])     211.0                Finance
                          Equity(3189 [ZIOP])    1722.0            Health Care
                          Equity(3190 [ZIXI])    1435.0             Technology
                          Equity(3194 [ZNGA])    1864.0             Technology
                          Equity(3195 [ZOES])     101.0      Consumer Services
                          Equity(3197 [ZTS])     1629.0            Health Care
                          Equity(3198 [ZUMZ])     572.0      Consumer Services

[2857898 rows x 2 columns]
                           Equity(0 [A])  Equity(1 [AA])  Equity(2 [AAL])  \
2014-01-06 00:00:00+00:00          56.64             NaN            27.03   
2014-01-07 00:00:00+00:00          56.64             NaN            27.03   
2014-01-08 00:00:00+00:00          56.64             NaN            27.03   
2014-01-09 00:00:00+00:00          56.64             NaN            27.03   
2014-01-10 00:00:00+00:00          56.64             NaN            27.03   
2014-01-13 00:00:00+00:00          58.93             NaN            28.65   
2014-01-14 00:00:00+00:00          58.93             NaN            28.65   
2014-01-15 00:00:00+00:00          58.93             NaN            28.65   
2014-01-16 00:00:00+00:00          58.93             NaN            28.65   
2014-01-17 00:00:00+00:00          58.93             NaN            28.65   
2014-01-21 00:00:00+00:00          60.85             NaN            30.66   
2014-01-22 00:00:00+00:00          60.85             NaN            30.66   
2014-01-23 00:00:00+00:00          60.85             NaN            30.66   
2014-01-24 00:00:00+00:00          60.85             NaN            30.66   
2014-01-27 00:00:00+00:00          58.30             NaN            30.18   
2014-01-28 00:00:00+00:00          58.30             NaN            30.18   
2014-01-29 00:00:00+00:00          58.30             NaN            30.18   
2014-01-30 00:00:00+00:00          58.30             NaN            30.18   
2014-01-31 00:00:00+00:00          58.30             NaN            30.18   
2014-02-03 00:00:00+00:00          56.15             NaN            33.96   
2014-02-04 00:00:00+00:00          56.15             NaN            33.96   
2014-02-05 00:00:00+00:00          56.15             NaN            33.96   
2014-02-06 00:00:00+00:00          56.15             NaN            33.96   
2014-02-07 00:00:00+00:00          56.15             NaN            33.96   
2014-02-10 00:00:00+00:00          59.01             NaN            35.58   
2014-02-11 00:00:00+00:00          59.01             NaN            35.58   
2014-02-12 00:00:00+00:00          59.01             NaN            35.58   
2014-02-13 00:00:00+00:00          59.01             NaN            35.58   
2014-02-14 00:00:00+00:00          59.01             NaN            35.58   
2014-02-18 00:00:00+00:00          55.15             NaN            34.31   
...                                  ...             ...              ...   
2017-11-16 00:00:00+00:00          67.13           43.13            45.74   
2017-11-17 00:00:00+00:00          67.13           43.13            45.74   
2017-11-20 00:00:00+00:00          69.96           42.21            47.69   
2017-11-21 00:00:00+00:00          69.96           42.21            47.69   
2017-11-22 00:00:00+00:00          69.96           42.21            47.69   
2017-11-24 00:00:00+00:00          69.96           42.21            47.69   
2017-11-27 00:00:00+00:00          69.31           42.04            48.42   
2017-11-28 00:00:00+00:00          69.31           42.04            48.42   
2017-11-29 00:00:00+00:00          69.31           42.04            48.42   
2017-11-30 00:00:00+00:00          69.31           42.04            48.42   
2017-12-01 00:00:00+00:00          69.31           42.04            48.42   
2017-12-04 00:00:00+00:00          66.24           41.79            49.93   
2017-12-05 00:00:00+00:00          66.24           41.79            49.93   
2017-12-06 00:00:00+00:00          66.24           41.79            49.93   
2017-12-07 00:00:00+00:00          66.24           41.79            49.93   
2017-12-08 00:00:00+00:00          66.24           41.79            49.93   
2017-12-11 00:00:00+00:00          67.00           42.24            51.30   
2017-12-12 00:00:00+00:00          67.00           42.24            51.30   
2017-12-13 00:00:00+00:00          67.00           42.24            51.30   
2017-12-14 00:00:00+00:00          67.00           42.24            51.30   
2017-12-15 00:00:00+00:00          67.00           42.24            51.30   
2017-12-18 00:00:00+00:00          67.66           44.57            51.49   
2017-12-19 00:00:00+00:00          67.66           44.57            51.49   
2017-12-20 00:00:00+00:00          67.66           44.57            51.49   
2017-12-21 00:00:00+00:00          67.66           44.57            51.49   
2017-12-22 00:00:00+00:00          67.66           44.57            51.49   
2017-12-26 00:00:00+00:00          67.25           50.38            52.85   
2017-12-27 00:00:00+00:00          67.25           50.38            52.85   
2017-12-28 00:00:00+00:00          67.25           50.38            52.85   
2017-12-29 00:00:00+00:00          67.25           50.38            52.85   

                           Equity(3 [AAMC])  Equity(4 [AAN])  \
2014-01-06 00:00:00+00:00           911.130            29.42   
2014-01-07 00:00:00+00:00           911.130            29.42   
2014-01-08 00:00:00+00:00           911.130            29.42   
2014-01-09 00:00:00+00:00           911.130            29.42   
2014-01-10 00:00:00+00:00           911.130            29.42   
2014-01-13 00:00:00+00:00          1051.210            27.00   
2014-01-14 00:00:00+00:00          1051.210            27.00   
2014-01-15 00:00:00+00:00          1051.210            27.00   
2014-01-16 00:00:00+00:00          1051.210            27.00   
2014-01-17 00:00:00+00:00          1051.210            27.00   
2014-01-21 00:00:00+00:00          1178.000            27.02   
2014-01-22 00:00:00+00:00          1178.000            27.02   
2014-01-23 00:00:00+00:00          1178.000            27.02   
2014-01-24 00:00:00+00:00          1178.000            27.02   
2014-01-27 00:00:00+00:00          1020.800            27.21   
2014-01-28 00:00:00+00:00          1020.800            27.21   
2014-01-29 00:00:00+00:00          1020.800            27.21   
2014-01-30 00:00:00+00:00          1020.800            27.21   
2014-01-31 00:00:00+00:00          1020.800            27.21   
2014-02-03 00:00:00+00:00           938.150            26.69   
2014-02-04 00:00:00+00:00           938.150            26.69   
2014-02-05 00:00:00+00:00           938.150            26.69   
2014-02-06 00:00:00+00:00           938.150            26.69   
2014-02-07 00:00:00+00:00           938.150            26.69   
2014-02-10 00:00:00+00:00           988.750            29.24   
2014-02-11 00:00:00+00:00           988.750            29.24   
2014-02-12 00:00:00+00:00           988.750            29.24   
2014-02-13 00:00:00+00:00           988.750            29.24   
2014-02-14 00:00:00+00:00           988.750            29.24   
2014-02-18 00:00:00+00:00          1000.000            29.77   
...                                     ...              ...   
2017-11-16 00:00:00+00:00            80.100            35.53   
2017-11-17 00:00:00+00:00            80.100            35.53   
2017-11-20 00:00:00+00:00            76.625            36.74   
2017-11-21 00:00:00+00:00            76.625            36.74   
2017-11-22 00:00:00+00:00            76.625            36.74   
2017-11-24 00:00:00+00:00            76.625            36.74   
2017-11-27 00:00:00+00:00            76.500            35.57   
2017-11-28 00:00:00+00:00            76.500            35.57   
2017-11-29 00:00:00+00:00            76.500            35.57   
2017-11-30 00:00:00+00:00            76.500            35.57   
2017-12-01 00:00:00+00:00            76.500            35.57   
2017-12-04 00:00:00+00:00            72.950            37.65   
2017-12-05 00:00:00+00:00            72.950            37.65   
2017-12-06 00:00:00+00:00            72.950            37.65   
2017-12-07 00:00:00+00:00            72.950            37.65   
2017-12-08 00:00:00+00:00            72.950            37.65   
2017-12-11 00:00:00+00:00            73.000            37.08   
2017-12-12 00:00:00+00:00            73.000            37.08   
2017-12-13 00:00:00+00:00            73.000            37.08   
2017-12-14 00:00:00+00:00            73.000            37.08   
2017-12-15 00:00:00+00:00            73.000            37.08   
2017-12-18 00:00:00+00:00            81.300            38.28   
2017-12-19 00:00:00+00:00            81.300            38.28   
2017-12-20 00:00:00+00:00            81.300            38.28   
2017-12-21 00:00:00+00:00            81.300            38.28   
2017-12-22 00:00:00+00:00            81.300            38.28   
2017-12-26 00:00:00+00:00            77.800            40.36   
2017-12-27 00:00:00+00:00            77.800            40.36   
2017-12-28 00:00:00+00:00            77.800            40.36   
2017-12-29 00:00:00+00:00            77.800            40.36   

                           Equity(5 [AAOI])  Equity(6 [AAON])  \
2014-01-06 00:00:00+00:00             14.33             31.17   
2014-01-07 00:00:00+00:00             14.33             31.17   
2014-01-08 00:00:00+00:00             14.33             31.17   
2014-01-09 00:00:00+00:00             14.33             31.17   
2014-01-10 00:00:00+00:00             14.33             31.17   
2014-01-13 00:00:00+00:00             13.70             30.93   
2014-01-14 00:00:00+00:00             13.70             30.93   
2014-01-15 00:00:00+00:00             13.70             30.93   
2014-01-16 00:00:00+00:00             13.70             30.93   
2014-01-17 00:00:00+00:00             13.70             30.93   
2014-01-21 00:00:00+00:00             14.15             33.43   
2014-01-22 00:00:00+00:00             14.15             33.43   
2014-01-23 00:00:00+00:00             14.15             33.43   
2014-01-24 00:00:00+00:00             14.15             33.43   
2014-01-27 00:00:00+00:00             13.72             31.67   
2014-01-28 00:00:00+00:00             13.72             31.67   
2014-01-29 00:00:00+00:00             13.72             31.67   
2014-01-30 00:00:00+00:00             13.72             31.67   
2014-01-31 00:00:00+00:00             13.72             31.67   
2014-02-03 00:00:00+00:00             13.61             28.02   
2014-02-04 00:00:00+00:00             13.61             28.02   
2014-02-05 00:00:00+00:00             13.61             28.02   
2014-02-06 00:00:00+00:00             13.61             28.02   
2014-02-07 00:00:00+00:00             13.61             28.02   
2014-02-10 00:00:00+00:00             13.12             27.48   
2014-02-11 00:00:00+00:00             13.12             27.48   
2014-02-12 00:00:00+00:00             13.12             27.48   
2014-02-13 00:00:00+00:00             13.12             27.48   
2014-02-14 00:00:00+00:00             13.12             27.48   
2014-02-18 00:00:00+00:00             13.66             29.41   
...                                     ...               ...   
2017-11-16 00:00:00+00:00             44.58             33.80   
2017-11-17 00:00:00+00:00             44.58             33.80   
2017-11-20 00:00:00+00:00             43.48             34.95   
2017-11-21 00:00:00+00:00             43.48             34.95   
2017-11-22 00:00:00+00:00             43.48             34.95   
2017-11-24 00:00:00+00:00             43.48             34.95   
2017-11-27 00:00:00+00:00             41.24             35.25   
2017-11-28 00:00:00+00:00             41.24             35.25   
2017-11-29 00:00:00+00:00             41.24             35.25   
2017-11-30 00:00:00+00:00             41.24             35.25   
2017-12-01 00:00:00+00:00             41.24             35.25   
2017-12-04 00:00:00+00:00             44.05             37.45   
2017-12-05 00:00:00+00:00             44.05             37.45   
2017-12-06 00:00:00+00:00             44.05             37.45   
2017-12-07 00:00:00+00:00             44.05             37.45   
2017-12-08 00:00:00+00:00             44.05             37.45   
2017-12-11 00:00:00+00:00             40.52             35.05   
2017-12-12 00:00:00+00:00             40.52             35.05   
2017-12-13 00:00:00+00:00             40.52             35.05   
2017-12-14 00:00:00+00:00             40.52             35.05   
2017-12-15 00:00:00+00:00             40.52             35.05   
2017-12-18 00:00:00+00:00             39.27             35.95   
2017-12-19 00:00:00+00:00             39.27             35.95   
2017-12-20 00:00:00+00:00             39.27             35.95   
2017-12-21 00:00:00+00:00             39.27             35.95   
2017-12-22 00:00:00+00:00             39.27             35.95   
2017-12-26 00:00:00+00:00             38.91             36.60   
2017-12-27 00:00:00+00:00             38.91             36.60   
2017-12-28 00:00:00+00:00             38.91             36.60   
2017-12-29 00:00:00+00:00             38.91             36.60   

                           Equity(7 [AAP])  Equity(8 [AAPL])  Equity(9 [AAT])  \
2014-01-06 00:00:00+00:00           111.80            543.93            31.64   
2014-01-07 00:00:00+00:00           111.80            543.93            31.64   
2014-01-08 00:00:00+00:00           111.80            543.93            31.64   
2014-01-09 00:00:00+00:00           111.80            543.93            31.64   
2014-01-10 00:00:00+00:00           111.80            543.93            31.64   
2014-01-13 00:00:00+00:00           114.29            535.73            31.63   
2014-01-14 00:00:00+00:00           114.29            535.73            31.63   
2014-01-15 00:00:00+00:00           114.29            535.73            31.63   
2014-01-16 00:00:00+00:00           114.29            535.73            31.63   
2014-01-17 00:00:00+00:00           114.29            535.73            31.63   
2014-01-21 00:00:00+00:00           118.00            549.07            32.15   
2014-01-22 00:00:00+00:00           118.00            549.07            32.15   
2014-01-23 00:00:00+00:00           118.00            549.07            32.15   
2014-01-24 00:00:00+00:00           118.00            549.07            32.15   
2014-01-27 00:00:00+00:00           115.40            550.50            31.43   
2014-01-28 00:00:00+00:00           115.40            550.50            31.43   
2014-01-29 00:00:00+00:00           115.40            550.50            31.43   
2014-01-30 00:00:00+00:00           115.40            550.50            31.43   
2014-01-31 00:00:00+00:00           115.40            550.50            31.43   
2014-02-03 00:00:00+00:00           110.22            501.53            32.10   
2014-02-04 00:00:00+00:00           110.22            501.53            32.10   
2014-02-05 00:00:00+00:00           110.22            501.53            32.10   
2014-02-06 00:00:00+00:00           110.22            501.53            32.10   
2014-02-07 00:00:00+00:00           110.22            501.53            32.10   
2014-02-10 00:00:00+00:00           123.32            528.99            32.55   
2014-02-11 00:00:00+00:00           123.32            528.99            32.55   
2014-02-12 00:00:00+00:00           123.32            528.99            32.55   
2014-02-13 00:00:00+00:00           123.32            528.99            32.55   
2014-02-14 00:00:00+00:00           123.32            528.99            32.55   
2014-02-18 00:00:00+00:00           126.79            545.99            33.44   
...                                    ...               ...              ...   
2017-11-16 00:00:00+00:00            82.28            173.97            39.53   
2017-11-17 00:00:00+00:00            82.28            173.97            39.53   
2017-11-20 00:00:00+00:00            91.43            169.98            39.30   
2017-11-21 00:00:00+00:00            91.43            169.98            39.30   
2017-11-22 00:00:00+00:00            91.43            169.98            39.30   
2017-11-24 00:00:00+00:00            91.43            169.98            39.30   
2017-11-27 00:00:00+00:00            89.87            174.09            39.21   
2017-11-28 00:00:00+00:00            89.87            174.09            39.21   
2017-11-29 00:00:00+00:00            89.87            174.09            39.21   
2017-11-30 00:00:00+00:00            89.87            174.09            39.21   
2017-12-01 00:00:00+00:00            89.87            174.09            39.21   
2017-12-04 00:00:00+00:00           104.02            169.80            39.54   
2017-12-05 00:00:00+00:00           104.02            169.80            39.54   
2017-12-06 00:00:00+00:00           104.02            169.80            39.54   
2017-12-07 00:00:00+00:00           104.02            169.80            39.54   
2017-12-08 00:00:00+00:00           104.02            169.80            39.54   
2017-12-11 00:00:00+00:00           100.85            172.67            38.85   
2017-12-12 00:00:00+00:00           100.85            172.67            38.85   
2017-12-13 00:00:00+00:00           100.85            172.67            38.85   
2017-12-14 00:00:00+00:00           100.85            172.67            38.85   
2017-12-15 00:00:00+00:00           100.85            172.67            38.85   
2017-12-18 00:00:00+00:00           102.71            176.42            39.40   
2017-12-19 00:00:00+00:00           102.71            176.42            39.40   
2017-12-20 00:00:00+00:00           102.71            176.42            39.40   
2017-12-21 00:00:00+00:00           102.71            176.42            39.40   
2017-12-22 00:00:00+00:00           102.71            176.42            39.40   
2017-12-26 00:00:00+00:00           101.96            170.57            37.95   
2017-12-27 00:00:00+00:00           101.96            170.57            37.95   
2017-12-28 00:00:00+00:00           101.96            170.57            37.95   
2017-12-29 00:00:00+00:00           101.96            170.57            37.95   

                                  ...           Equity(3189 [ZIOP])  \
2014-01-06 00:00:00+00:00         ...                          4.27   
2014-01-07 00:00:00+00:00         ...                          4.27   
2014-01-08 00:00:00+00:00         ...                          4.27   
2014-01-09 00:00:00+00:00         ...                          4.27   
2014-01-10 00:00:00+00:00         ...                          4.27   
2014-01-13 00:00:00+00:00         ...                          4.56   
2014-01-14 00:00:00+00:00         ...                          4.56   
2014-01-15 00:00:00+00:00         ...                          4.56   
2014-01-16 00:00:00+00:00         ...                          4.56   
2014-01-17 00:00:00+00:00         ...                          4.56   
2014-01-21 00:00:00+00:00         ...                          4.80   
2014-01-22 00:00:00+00:00         ...                          4.80   
2014-01-23 00:00:00+00:00         ...                          4.80   
2014-01-24 00:00:00+00:00         ...                          4.80   
2014-01-27 00:00:00+00:00         ...                          4.43   
2014-01-28 00:00:00+00:00         ...                          4.43   
2014-01-29 00:00:00+00:00         ...                          4.43   
2014-01-30 00:00:00+00:00         ...                          4.43   
2014-01-31 00:00:00+00:00         ...                          4.43   
2014-02-03 00:00:00+00:00         ...                          4.01   
2014-02-04 00:00:00+00:00         ...                          4.01   
2014-02-05 00:00:00+00:00         ...                          4.01   
2014-02-06 00:00:00+00:00         ...                          4.01   
2014-02-07 00:00:00+00:00         ...                          4.01   
2014-02-10 00:00:00+00:00         ...                          4.07   
2014-02-11 00:00:00+00:00         ...                          4.07   
2014-02-12 00:00:00+00:00         ...                          4.07   
2014-02-13 00:00:00+00:00         ...                          4.07   
2014-02-14 00:00:00+00:00         ...                          4.07   
2014-02-18 00:00:00+00:00         ...                          4.42   
...                               ...                           ...   
2017-11-16 00:00:00+00:00         ...                          4.51   
2017-11-17 00:00:00+00:00         ...                          4.51   
2017-11-20 00:00:00+00:00         ...                          4.32   
2017-11-21 00:00:00+00:00         ...                          4.32   
2017-11-22 00:00:00+00:00         ...                          4.32   
2017-11-24 00:00:00+00:00         ...                          4.32   
2017-11-27 00:00:00+00:00         ...                          4.35   
2017-11-28 00:00:00+00:00         ...                          4.35   
2017-11-29 00:00:00+00:00         ...                          4.35   
2017-11-30 00:00:00+00:00         ...                          4.35   
2017-12-01 00:00:00+00:00         ...                          4.35   
2017-12-04 00:00:00+00:00         ...                          4.36   
2017-12-05 00:00:00+00:00         ...                          4.36   
2017-12-06 00:00:00+00:00         ...                          4.36   
2017-12-07 00:00:00+00:00         ...                          4.36   
2017-12-08 00:00:00+00:00         ...                          4.36   
2017-12-11 00:00:00+00:00         ...                          4.20   
2017-12-12 00:00:00+00:00         ...                          4.20   
2017-12-13 00:00:00+00:00         ...                          4.20   
2017-12-14 00:00:00+00:00         ...                          4.20   
2017-12-15 00:00:00+00:00         ...                          4.20   
2017-12-18 00:00:00+00:00         ...                          4.28   
2017-12-19 00:00:00+00:00         ...                          4.28   
2017-12-20 00:00:00+00:00         ...                          4.28   
2017-12-21 00:00:00+00:00         ...                          4.28   
2017-12-22 00:00:00+00:00         ...                          4.28   
2017-12-26 00:00:00+00:00         ...                          4.07   
2017-12-27 00:00:00+00:00         ...                          4.07   
2017-12-28 00:00:00+00:00         ...                          4.07   
2017-12-29 00:00:00+00:00         ...                          4.07   

                           Equity(3190 [ZIXI])  Equity(3191 [ZLC])  \
2014-01-06 00:00:00+00:00                 4.56               15.39   
2014-01-07 00:00:00+00:00                 4.56               15.39   
2014-01-08 00:00:00+00:00                 4.56               15.39   
2014-01-09 00:00:00+00:00                 4.56               15.39   
2014-01-10 00:00:00+00:00                 4.56               15.39   
2014-01-13 00:00:00+00:00                 4.65               14.84   
2014-01-14 00:00:00+00:00                 4.65               14.84   
2014-01-15 00:00:00+00:00                 4.65               14.84   
2014-01-16 00:00:00+00:00                 4.65               14.84   
2014-01-17 00:00:00+00:00                 4.65               14.84   
2014-01-21 00:00:00+00:00                 4.62               15.22   
2014-01-22 00:00:00+00:00                 4.62               15.22   
2014-01-23 00:00:00+00:00                 4.62               15.22   
2014-01-24 00:00:00+00:00                 4.62               15.22   
2014-01-27 00:00:00+00:00                 4.63               15.02   
2014-01-28 00:00:00+00:00                 4.63               15.02   
2014-01-29 00:00:00+00:00                 4.63               15.02   
2014-01-30 00:00:00+00:00                 4.63               15.02   
2014-01-31 00:00:00+00:00                 4.63               15.02   
2014-02-03 00:00:00+00:00                 4.41               14.63   
2014-02-04 00:00:00+00:00                 4.41               14.63   
2014-02-05 00:00:00+00:00                 4.41               14.63   
2014-02-06 00:00:00+00:00                 4.41               14.63   
2014-02-07 00:00:00+00:00                 4.41               14.63   
2014-02-10 00:00:00+00:00                 4.54               14.93   
2014-02-11 00:00:00+00:00                 4.54               14.93   
2014-02-12 00:00:00+00:00                 4.54               14.93   
2014-02-13 00:00:00+00:00                 4.54               14.93   
2014-02-14 00:00:00+00:00                 4.54               14.93   
2014-02-18 00:00:00+00:00                 4.51               14.91   
...                                        ...                 ...   
2017-11-16 00:00:00+00:00                 4.64                 NaN   
2017-11-17 00:00:00+00:00                 4.64                 NaN   
2017-11-20 00:00:00+00:00                 4.56                 NaN   
2017-11-21 00:00:00+00:00                 4.56                 NaN   
2017-11-22 00:00:00+00:00                 4.56                 NaN   
2017-11-24 00:00:00+00:00                 4.56                 NaN   
2017-11-27 00:00:00+00:00                 4.56                 NaN   
2017-11-28 00:00:00+00:00                 4.56                 NaN   
2017-11-29 00:00:00+00:00                 4.56                 NaN   
2017-11-30 00:00:00+00:00                 4.56                 NaN   
2017-12-01 00:00:00+00:00                 4.56                 NaN   
2017-12-04 00:00:00+00:00                 4.27                 NaN   
2017-12-05 00:00:00+00:00                 4.27                 NaN   
2017-12-06 00:00:00+00:00                 4.27                 NaN   
2017-12-07 00:00:00+00:00                 4.27                 NaN   
2017-12-08 00:00:00+00:00                 4.27                 NaN   
2017-12-11 00:00:00+00:00                 4.27                 NaN   
2017-12-12 00:00:00+00:00                 4.27                 NaN   
2017-12-13 00:00:00+00:00                 4.27                 NaN   
2017-12-14 00:00:00+00:00                 4.27                 NaN   
2017-12-15 00:00:00+00:00                 4.27                 NaN   
2017-12-18 00:00:00+00:00                 4.40                 NaN   
2017-12-19 00:00:00+00:00                 4.40                 NaN   
2017-12-20 00:00:00+00:00                 4.40                 NaN   
2017-12-21 00:00:00+00:00                 4.40                 NaN   
2017-12-22 00:00:00+00:00                 4.40                 NaN   
2017-12-26 00:00:00+00:00                 4.44                 NaN   
2017-12-27 00:00:00+00:00                 4.44                 NaN   
2017-12-28 00:00:00+00:00                 4.44                 NaN   
2017-12-29 00:00:00+00:00                 4.44                 NaN   

                           Equity(3192 [ZLTQ])  Equity(3193 [ZMH])  \
2014-01-06 00:00:00+00:00                18.30               93.24   
2014-01-07 00:00:00+00:00                18.30               93.24   
2014-01-08 00:00:00+00:00                18.30               93.24   
2014-01-09 00:00:00+00:00                18.30               93.24   
2014-01-10 00:00:00+00:00                18.30               93.24   
2014-01-13 00:00:00+00:00                20.21               95.65   
2014-01-14 00:00:00+00:00                20.21               95.65   
2014-01-15 00:00:00+00:00                20.21               95.65   
2014-01-16 00:00:00+00:00                20.21               95.65   
2014-01-17 00:00:00+00:00                20.21               95.65   
2014-01-21 00:00:00+00:00                23.17               96.45   
2014-01-22 00:00:00+00:00                23.17               96.45   
2014-01-23 00:00:00+00:00                23.17               96.45   
2014-01-24 00:00:00+00:00                23.17               96.45   
2014-01-27 00:00:00+00:00                20.71               93.21   
2014-01-28 00:00:00+00:00                20.71               93.21   
2014-01-29 00:00:00+00:00                20.71               93.21   
2014-01-30 00:00:00+00:00                20.71               93.21   
2014-01-31 00:00:00+00:00                20.71               93.21   
2014-02-03 00:00:00+00:00                19.87               90.87   
2014-02-04 00:00:00+00:00                19.87               90.87   
2014-02-05 00:00:00+00:00                19.87               90.87   
2014-02-06 00:00:00+00:00                19.87               90.87   
2014-02-07 00:00:00+00:00                19.87               90.87   
2014-02-10 00:00:00+00:00                18.98               95.55   
2014-02-11 00:00:00+00:00                18.98               95.55   
2014-02-12 00:00:00+00:00                18.98               95.55   
2014-02-13 00:00:00+00:00                18.98               95.55   
2014-02-14 00:00:00+00:00                18.98               95.55   
2014-02-18 00:00:00+00:00                19.47               96.00   
...                                        ...                 ...   
2017-11-16 00:00:00+00:00                  NaN                 NaN   
2017-11-17 00:00:00+00:00                  NaN                 NaN   
2017-11-20 00:00:00+00:00                  NaN                 NaN   
2017-11-21 00:00:00+00:00                  NaN                 NaN   
2017-11-22 00:00:00+00:00                  NaN                 NaN   
2017-11-24 00:00:00+00:00                  NaN                 NaN   
2017-11-27 00:00:00+00:00                  NaN                 NaN   
2017-11-28 00:00:00+00:00                  NaN                 NaN   
2017-11-29 00:00:00+00:00                  NaN                 NaN   
2017-11-30 00:00:00+00:00                  NaN                 NaN   
2017-12-01 00:00:00+00:00                  NaN                 NaN   
2017-12-04 00:00:00+00:00                  NaN                 NaN   
2017-12-05 00:00:00+00:00                  NaN                 NaN   
2017-12-06 00:00:00+00:00                  NaN                 NaN   
2017-12-07 00:00:00+00:00                  NaN                 NaN   
2017-12-08 00:00:00+00:00                  NaN                 NaN   
2017-12-11 00:00:00+00:00                  NaN                 NaN   
2017-12-12 00:00:00+00:00                  NaN                 NaN   
2017-12-13 00:00:00+00:00                  NaN                 NaN   
2017-12-14 00:00:00+00:00                  NaN                 NaN   
2017-12-15 00:00:00+00:00                  NaN                 NaN   
2017-12-18 00:00:00+00:00                  NaN                 NaN   
2017-12-19 00:00:00+00:00                  NaN                 NaN   
2017-12-20 00:00:00+00:00                  NaN                 NaN   
2017-12-21 00:00:00+00:00                  NaN                 NaN   
2017-12-22 00:00:00+00:00                  NaN                 NaN   
2017-12-26 00:00:00+00:00                  NaN                 NaN   
2017-12-27 00:00:00+00:00                  NaN                 NaN   
2017-12-28 00:00:00+00:00                  NaN                 NaN   
2017-12-29 00:00:00+00:00                  NaN                 NaN   

                           Equity(3194 [ZNGA])  Equity(3195 [ZOES])  \
2014-01-06 00:00:00+00:00                 4.04                  NaN   
2014-01-07 00:00:00+00:00                 4.04                  NaN   
2014-01-08 00:00:00+00:00                 4.04                  NaN   
2014-01-09 00:00:00+00:00                 4.04                  NaN   
2014-01-10 00:00:00+00:00                 4.04                  NaN   
2014-01-13 00:00:00+00:00                 4.03                  NaN   
2014-01-14 00:00:00+00:00                 4.03                  NaN   
2014-01-15 00:00:00+00:00                 4.03                  NaN   
2014-01-16 00:00:00+00:00                 4.03                  NaN   
2014-01-17 00:00:00+00:00                 4.03                  NaN   
2014-01-21 00:00:00+00:00                 3.63                  NaN   
2014-01-22 00:00:00+00:00                 3.63                  NaN   
2014-01-23 00:00:00+00:00                 3.63                  NaN   
2014-01-24 00:00:00+00:00                 3.63                  NaN   
2014-01-27 00:00:00+00:00                 3.42                  NaN   
2014-01-28 00:00:00+00:00                 3.42                  NaN   
2014-01-29 00:00:00+00:00                 3.42                  NaN   
2014-01-30 00:00:00+00:00                 3.42                  NaN   
2014-01-31 00:00:00+00:00                 3.42                  NaN   
2014-02-03 00:00:00+00:00                 4.49                  NaN   
2014-02-04 00:00:00+00:00                 4.49                  NaN   
2014-02-05 00:00:00+00:00                 4.49                  NaN   
2014-02-06 00:00:00+00:00                 4.49                  NaN   
2014-02-07 00:00:00+00:00                 4.49                  NaN   
2014-02-10 00:00:00+00:00                 4.56                  NaN   
2014-02-11 00:00:00+00:00                 4.56                  NaN   
2014-02-12 00:00:00+00:00                 4.56                  NaN   
2014-02-13 00:00:00+00:00                 4.56                  NaN   
2014-02-14 00:00:00+00:00                 4.56                  NaN   
2014-02-18 00:00:00+00:00                 5.15                  NaN   
...                                        ...                  ...   
2017-11-16 00:00:00+00:00                 3.87                12.84   
2017-11-17 00:00:00+00:00                 3.87                12.84   
2017-11-20 00:00:00+00:00                 4.02                13.38   
2017-11-21 00:00:00+00:00                 4.02                13.38   
2017-11-22 00:00:00+00:00                 4.02                13.38   
2017-11-24 00:00:00+00:00                 4.02                13.38   
2017-11-27 00:00:00+00:00                 4.17                13.47   
2017-11-28 00:00:00+00:00                 4.17                13.47   
2017-11-29 00:00:00+00:00                 4.17                13.47   
2017-11-30 00:00:00+00:00                 4.17                13.47   
2017-12-01 00:00:00+00:00                 4.17                13.47   
2017-12-04 00:00:00+00:00                 3.80                16.12   
2017-12-05 00:00:00+00:00                 3.80                16.12   
2017-12-06 00:00:00+00:00                 3.80                16.12   
2017-12-07 00:00:00+00:00                 3.80                16.12   
2017-12-08 00:00:00+00:00                 3.80                16.12   
2017-12-11 00:00:00+00:00                 3.93                16.95   
2017-12-12 00:00:00+00:00                 3.93                16.95   
2017-12-13 00:00:00+00:00                 3.93                16.95   
2017-12-14 00:00:00+00:00                 3.93                16.95   
2017-12-15 00:00:00+00:00                 3.93                16.95   
2017-12-18 00:00:00+00:00                 4.06                16.63   
2017-12-19 00:00:00+00:00                 4.06                16.63   
2017-12-20 00:00:00+00:00                 4.06                16.63   
2017-12-21 00:00:00+00:00                 4.06                16.63   
2017-12-22 00:00:00+00:00                 4.06                16.63   
2017-12-26 00:00:00+00:00                 3.95                17.07   
2017-12-27 00:00:00+00:00                 3.95                17.07   
2017-12-28 00:00:00+00:00                 3.95                17.07   
2017-12-29 00:00:00+00:00                 3.95                17.07   

                           Equity(3196 [ZQK])  Equity(3197 [ZTS])  \
2014-01-06 00:00:00+00:00                8.57               31.98   
2014-01-07 00:00:00+00:00                8.57               31.98   
2014-01-08 00:00:00+00:00                8.57               31.98   
2014-01-09 00:00:00+00:00                8.57               31.98   
2014-01-10 00:00:00+00:00                8.57               31.98   
2014-01-13 00:00:00+00:00                8.01               31.78   
2014-01-14 00:00:00+00:00                8.01               31.78   
2014-01-15 00:00:00+00:00                8.01               31.78   
2014-01-16 00:00:00+00:00                8.01               31.78   
2014-01-17 00:00:00+00:00                8.01               31.78   
2014-01-21 00:00:00+00:00                7.93               31.27   
2014-01-22 00:00:00+00:00                7.93               31.27   
2014-01-23 00:00:00+00:00                7.93               31.27   
2014-01-24 00:00:00+00:00                7.93               31.27   
2014-01-27 00:00:00+00:00                7.38               31.36   
2014-01-28 00:00:00+00:00                7.38               31.36   
2014-01-29 00:00:00+00:00                7.38               31.36   
2014-01-30 00:00:00+00:00                7.38               31.36   
2014-01-31 00:00:00+00:00                7.38               31.36   
2014-02-03 00:00:00+00:00                6.83               30.37   
2014-02-04 00:00:00+00:00                6.83               30.37   
2014-02-05 00:00:00+00:00                6.83               30.37   
2014-02-06 00:00:00+00:00                6.83               30.37   
2014-02-07 00:00:00+00:00                6.83               30.37   
2014-02-10 00:00:00+00:00                6.92               31.14   
2014-02-11 00:00:00+00:00                6.92               31.14   
2014-02-12 00:00:00+00:00                6.92               31.14   
2014-02-13 00:00:00+00:00                6.92               31.14   
2014-02-14 00:00:00+00:00                6.92               31.14   
2014-02-18 00:00:00+00:00                7.34               30.27   
...                                       ...                 ...   
2017-11-16 00:00:00+00:00                 NaN               68.88   
2017-11-17 00:00:00+00:00                 NaN               68.88   
2017-11-20 00:00:00+00:00                 NaN               70.95   
2017-11-21 00:00:00+00:00                 NaN               70.95   
2017-11-22 00:00:00+00:00                 NaN               70.95   
2017-11-24 00:00:00+00:00                 NaN               70.95   
2017-11-27 00:00:00+00:00                 NaN               71.54   
2017-11-28 00:00:00+00:00                 NaN               71.54   
2017-11-29 00:00:00+00:00                 NaN               71.54   
2017-11-30 00:00:00+00:00                 NaN               71.54   
2017-12-01 00:00:00+00:00                 NaN               71.54   
2017-12-04 00:00:00+00:00                 NaN               71.02   
2017-12-05 00:00:00+00:00                 NaN               71.02   
2017-12-06 00:00:00+00:00                 NaN               71.02   
2017-12-07 00:00:00+00:00                 NaN               71.02   
2017-12-08 00:00:00+00:00                 NaN               71.02   
2017-12-11 00:00:00+00:00                 NaN               71.77   
2017-12-12 00:00:00+00:00                 NaN               71.77   
2017-12-13 00:00:00+00:00                 NaN               71.77   
2017-12-14 00:00:00+00:00                 NaN               71.77   
2017-12-15 00:00:00+00:00                 NaN               71.77   
2017-12-18 00:00:00+00:00                 NaN               72.63   
2017-12-19 00:00:00+00:00                 NaN               72.63   
2017-12-20 00:00:00+00:00                 NaN               72.63   
2017-12-21 00:00:00+00:00                 NaN               72.63   
2017-12-22 00:00:00+00:00                 NaN               72.63   
2017-12-26 00:00:00+00:00                 NaN               72.34   
2017-12-27 00:00:00+00:00                 NaN               72.34   
2017-12-28 00:00:00+00:00                 NaN               72.34   
2017-12-29 00:00:00+00:00                 NaN               72.34   

                           Equity(3198 [ZUMZ])  
2014-01-06 00:00:00+00:00                26.00  
2014-01-07 00:00:00+00:00                26.00  
2014-01-08 00:00:00+00:00                26.00  
2014-01-09 00:00:00+00:00                26.00  
2014-01-10 00:00:00+00:00                26.00  
2014-01-13 00:00:00+00:00                22.17  
2014-01-14 00:00:00+00:00                22.17  
2014-01-15 00:00:00+00:00                22.17  
2014-01-16 00:00:00+00:00                22.17  
2014-01-17 00:00:00+00:00                22.17  
2014-01-21 00:00:00+00:00                22.67  
2014-01-22 00:00:00+00:00                22.67  
2014-01-23 00:00:00+00:00                22.67  
2014-01-24 00:00:00+00:00                22.67  
2014-01-27 00:00:00+00:00                21.98  
2014-01-28 00:00:00+00:00                21.98  
2014-01-29 00:00:00+00:00                21.98  
2014-01-30 00:00:00+00:00                21.98  
2014-01-31 00:00:00+00:00                21.98  
2014-02-03 00:00:00+00:00                21.01  
2014-02-04 00:00:00+00:00                21.01  
2014-02-05 00:00:00+00:00                21.01  
2014-02-06 00:00:00+00:00                21.01  
2014-02-07 00:00:00+00:00                21.01  
2014-02-10 00:00:00+00:00                21.30  
2014-02-11 00:00:00+00:00                21.30  
2014-02-12 00:00:00+00:00                21.30  
2014-02-13 00:00:00+00:00                21.30  
2014-02-14 00:00:00+00:00                21.30  
2014-02-18 00:00:00+00:00                22.00  
...                                        ...  
2017-11-16 00:00:00+00:00                18.40  
2017-11-17 00:00:00+00:00                18.40  
2017-11-20 00:00:00+00:00                19.35  
2017-11-21 00:00:00+00:00                19.35  
2017-11-22 00:00:00+00:00                19.35  
2017-11-24 00:00:00+00:00                19.35  
2017-11-27 00:00:00+00:00                19.20  
2017-11-28 00:00:00+00:00                19.20  
2017-11-29 00:00:00+00:00                19.20  
2017-11-30 00:00:00+00:00                19.20  
2017-12-01 00:00:00+00:00                19.20  
2017-12-04 00:00:00+00:00                21.35  
2017-12-05 00:00:00+00:00                21.35  
2017-12-06 00:00:00+00:00                21.35  
2017-12-07 00:00:00+00:00                21.35  
2017-12-08 00:00:00+00:00                21.35  
2017-12-11 00:00:00+00:00                20.95  
2017-12-12 00:00:00+00:00                20.95  
2017-12-13 00:00:00+00:00                20.95  
2017-12-14 00:00:00+00:00                20.95  
2017-12-15 00:00:00+00:00                20.95  
2017-12-18 00:00:00+00:00                21.30  
2017-12-19 00:00:00+00:00                21.30  
2017-12-20 00:00:00+00:00                21.30  
2017-12-21 00:00:00+00:00                21.30  
2017-12-22 00:00:00+00:00                21.30  
2017-12-26 00:00:00+00:00                21.85  
2017-12-27 00:00:00+00:00                21.85  
2017-12-28 00:00:00+00:00                21.85  
2017-12-29 00:00:00+00:00                21.85  

[1005 rows x 3196 columns]
Dropped 19.7% entries from factor data: 19.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).
max_loss is 35.0%, not exceeded: OK!
Quantiles Statistics
min max mean std count count %
factor_quantile
1 1.0 671.0 291.488122 166.342791 459371 20.016017
2 486.0 1297.0 857.298763 178.339573 458791 19.990745
3 978.0 1914.0 1425.942489 197.804920 458835 19.992662
4 1471.0 2542.0 1997.538245 220.964237 458791 19.990745
5 1978.0 3128.0 2566.550780 246.878084 459229 20.009830
Returns Analysis
1D 5D 10D 21D
Ann. alpha 0.020 0.012 0.009 0.002
beta 1.040 1.056 1.076 1.063
Mean Period Wise Return Top Quantile (bps) 5.440 7.239 6.456 5.795
Mean Period Wise Return Bottom Quantile (bps) 1.059 6.412 5.819 6.095
Mean Period Wise Spread (bps) 4.381 0.774 0.557 -0.328
<Figure size 432x288 with 0 Axes>
Information Analysis
1D 5D 10D 21D
IC Mean 0.019 0.019 0.024 0.019
IC Std. 0.104 0.104 0.096 0.085
Risk-Adjusted IC 0.183 0.180 0.251 0.222
t-stat(IC) NaN 5.659 7.868 6.974
p-value(IC) NaN 0.000 0.000 0.000
IC Skew NaN 0.428 0.282 -0.046
IC Kurtosis NaN 0.239 -0.345 -0.335
Turnover Analysis
10D 1D 21D 5D
Quantile 1 Mean Turnover 0.569 0.081 0.808 0.397
Quantile 2 Mean Turnover 0.735 0.132 0.796 0.642
Quantile 3 Mean Turnover 0.756 0.139 0.796 0.677
Quantile 4 Mean Turnover 0.735 0.131 0.800 0.641
Quantile 5 Mean Turnover 0.558 0.079 0.793 0.389
1D 5D 10D 21D
Mean Factor Rank Autocorrelation 0.941 0.707 0.45 -0.009
<Figure size 432x288 with 0 Axes>
---------------------------------------------------------------------------
TemplateAssertionError                    Traceback (most recent call last)
~/trade/system/backtest.py in <module>
     27 current_file = 'regression.ipynb'
     28 output_file = 'output_file.html'
---> 29 output_HTML(current_file, output_file)

~/trade/system/backtest.py in output_HTML(read_file, output_file)
     18     # read_file is '.ipynb', output_file is '.html'
     19     output_notebook = nbformat.read(read_file, as_version=4)
---> 20     output, resources = exporter.from_notebook_node(output_notebook)
     21     codecs.open(output_file, 'w', encoding='utf-8').write(output)
     22 

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/nbconvert/exporters/html.py in from_notebook_node(self, nb, resources, **kw)
    117         highlight_code = self.filters.get('highlight_code', Highlight2HTML(pygments_lexer=lexer, parent=self))
    118         self.register_filter('highlight_code', highlight_code)
--> 119         return super().from_notebook_node(nb, resources, **kw)
    120 
    121     def _init_resources(self, resources):

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/nbconvert/exporters/templateexporter.py in from_notebook_node(self, nb, resources, **kw)
    382 
    383         # Top level variables are passed to the template_exporter here.
--> 384         output = self.template.render(nb=nb_copy, resources=resources)
    385         output = output.lstrip('\r\n')
    386         return output, resources

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/nbconvert/exporters/templateexporter.py in template(self)
    146     def template(self):
    147         if self._template_cached is None:
--> 148             self._template_cached = self._load_template()
    149         return self._template_cached
    150 

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/nbconvert/exporters/templateexporter.py in _load_template(self)
    353         self.log.debug("Attempting to load template %s", template_file)
    354         self.log.debug("    template_paths: %s", os.pathsep.join(self.template_paths))
--> 355         return self.environment.get_template(template_file)
    356 
    357     def from_notebook_node(self, nb, resources=None, **kw):

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/environment.py in get_template(self, name, parent, globals)
    995             name = self.join_path(name, parent)
    996 
--> 997         return self._load_template(name, globals)
    998 
    999     @internalcode

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/environment.py in _load_template(self, name, globals)
    956                 return template
    957 
--> 958         template = self.loader.load(self, name, self.make_globals(globals))
    959 
    960         if self.cache is not None:

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/loaders.py in load(self, environment, name, globals)
    561         for loader in self.loaders:
    562             try:
--> 563                 return loader.load(environment, name, globals)
    564             except TemplateNotFound:
    565                 pass

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/loaders.py in load(self, environment, name, globals)
    135         # date) etc. we compile the template
    136         if code is None:
--> 137             code = environment.compile(source, name, filename)
    138 
    139         # if the bytecode cache is available and the bucket doesn't

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/environment.py in compile(self, source, name, filename, raw, defer_init)
    755             return self._compile(source, filename)
    756         except TemplateSyntaxError:
--> 757             self.handle_exception(source=source_hint)
    758 
    759     def compile_expression(

~/mambaforge/envs/py_3p6/lib/python3.6/site-packages/jinja2/environment.py in handle_exception(self, source)
    923         from .debug import rewrite_traceback_stack
    924 
--> 925         raise rewrite_traceback_stack(source=source)
    926 
    927     def join_path(self, template: str, parent: str) -> str:

~/.local/share/jupyter/nbconvert/templates/lab/index.html.j2 in template()
     11 <meta charset="utf-8" />
     12 <meta name="viewport" content="width=device-width, initial-scale=1.0">
---> 13 {% set nb_title = nb.metadata.get('title', resources['metadata']['name']) | escape_html_keep_quotes %}
     14 <title>{{nb_title}}</title>
     15 

TemplateAssertionError: No filter named 'escape_html_keep_quotes'.